The brothers picked eight concepts and gave them to different animators to adapt into animated shorts. They fully scripted only four of them and directed none. The result was a really diverse collection of storytelling styles with a thread of connectivity running through. The first short was the only one connected directly to the Matrix film narrative and depicted a critical aspect of the story that was not explicitly shown, but was referred to in one small line at the start of the Matrix Reloaded. For anyone who hasn't seen them, here's a pretty cool official site, and here's a list of titles with a teaser question related to each story:
Final Flight of the Osiris - How did Zion receive word that the machines were launching a subterranean attack?
The Second Renaissance - What is the history of how the Matrix came to be?
Beyond - If the Matrix program had some bugs that created some odd happenings, how long would it take the monitor programs to identify and fix the problem?
Matriculated - Could the humans reprogram some of the machines to fight for their side? Or better, could they "reform" them to understand the goodness of humanity and have them choose to fight for them?
World Record - Could you wake up from the Matrix by sheer physical exertion in your mind?